expo.metrop: expo.metrop

In BaM: Functions and Datasets for "Bayesian Methods: A Social and Behavioral Sciences Approach"

expo.metrop

Description

Simple Metropolis algorithm demonstration using a bivariate exponential target from Chapter 1 (pages 27-30).

Usage

expo.metrop(m,x,y,L1,L2,L,B)

Arguments

m	number of iterations
x	starting point for the x vector
y	starting point for the y vector
L1	event intensity for the x dimension
L2	event intensity for the y dimension
L	shared event intensity
B	upper bound

Author(s)

Jeff Gill

Examples

expo.metrop(m=5000, x=0.5, y=0.5, L1=0.5, L2=0.1, L=0.01, B=8)

BaM documentation built on Oct. 14, 2022, 5:07 p.m.